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V-Lab

Otp Bank Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.93% (-1.28%)
Analysis last updated: Tuesday, February 10, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Otp Bank Plc S0GARCH
paramt-stat
ω1.03254.99
α0.09088.15
β0.858052.08
γ1-0.1692-1.28
γ20.25281.28
γ3-0.1228-1.21
γ40.12601.91
γ5-0.2122-3.57
γ60.22753.55
γ7-0.2283-3.30
γ80.30654.00
γ9-0.3242-4.16
γ100.19423.54
Estimation Period:
Sep 5, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts